Heero Yuy from Gundam Wing, or Yusuke Yurameshi. They did a great job developing his character and his backstory, (his mom being an alcoholic, him being a hot-tempered, misunderstood tough guy with a big heart, etc).
Favorite character award goes to Mako Mankanshoku from Kill la kill. She was hilarious, full of life, and positive as fuck. Usually characters like her are annoying but she was just awesome. If I watch kill la kill again it will be because of her.
It's really hard for me to pick one, so I'll just give one from the anime I'm watching now, Dragon Ball Z Kai -- Tien Shinhan.
I love that he never gives up training despite being vastly outclassed by all the fighters around him because he wants to help in any way he can. Also, his fight against Semi-Perfect Cell was quite heroic and idk it made me feel proud to be a human in a world full of saiyans, namekians, and androids. He's very serious and he doesn't make immature decisions like Krillin or reckless ones like Vegeta. It's also really nice to see his growth from Dragon Ball; turning from an antagonist to one of the core members of the Z Fighters is quite the turn. (Although it also happened to...most of the Z Fighters). Also muscles
I just recently started watching Dragon Ball Z for the first time (now done with it and in the middle of watching Super) and as much as there are other animes with amazing characters, i've grown to LOVE Vegeta. He's so stubborn and such a hot head, but he's so caring towards his family deep down. He's super funny at times and I also love that he doesn't hold back during fights. Vegeta is literally my new anime crush lol